+1,500.5%
CIEN vs ET
+177.0%
+1,323.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.7% |
| 7D | +8.9% | +0.2% | +8.7% | +8.8% |
| 30D | -19.1% | +2.9% | -22.0% | -19.8% |
| 3M | -21.5% | +16.8% | -38.3% | -25.3% |
| 6M | +2.8% | +18.9% | -16.1% | -2.8% |
| YTD | +49.5% | +37.7% | +11.8% | +34.9% |
| 1Y | +163.8% | +32.4% | +131.4% | +140.8% |
| 3Y | +615.8% | +99.5% | +516.3% | +491.8% |
| 5Y | +548.4% | +244.0% | +304.4% | +364.8% |
| All | +1,500.5% | +177.0% | +1,323.5% | +1,069.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling